For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 1.95% | -6.18% | 44.23% |
| Price Trend ⓘ | 0.30 | -0.77 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.87% | 36.68% | 55.51% |
| Max Drawdown ⓘ | -24.06% | -35.10% | -35.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | -0.22 | 0.73 |
| Calmar Ratio ⓘ | 0.08 | -0.18 | 1.26 |
| Sortino Ratio ⓘ | 0.06 | -0.28 | 1.00 |